Regional Monte Carlo solution of elliptic partial differential equations

DOI10.1016/0021-9991(82)90079-1zbMath0485.65080OpenAlexW4249393082MaRDI QIDQ1164394

Thomas E. Booth

Publication date: 1982

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://digital.library.unt.edu/ark:/67531/metadc1105394/

zbMATH Keywords

Dirichlet problemcontinuous random walk procedurestatistical sampling error

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Error bounds for boundary value problems involving PDEs (65N15) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Applications to the sciences (65Z05)

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Cites Work

• Exact Monte Carlo solution of elliptic partial differential equations
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